+37.3%
CMS vs BB
+38.2%
-0.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | -5.6% | +6.0% | +0.4% |
| 30D | -3.6% | -11.8% | +8.2% | -3.4% |
| 3M | -1.9% | -25.5% | +23.6% | -1.7% |
| 6M | -11.0% | +121.3% | -132.2% | -13.3% |
| YTD | +0.2% | +103.2% | -103.0% | -2.2% |
| 1Y | -1.3% | +102.6% | -103.9% | -3.8% |
| All | +37.3% | +38.2% | -0.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling